Activating DataConnectionLibrary feature using STSADM command
In some site templates if you are not able see the "DataConnectionLibrary" option under library then you need expliclty activate the DCL feature using below stsadm command
Now run below command
C:\Program Files\Common Files\Microsoft Shared\Web Server Extensions\14\BIN>stsadm -o activatefeature -name DataConnectionLibrary -url https://../
Now we can see DCL option available for library creation